ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 119-292 120-000 0-028 0.1% 119-040
High 120-010 120-182 0-172 0.4% 120-040
Low 119-252 119-307 0-055 0.1% 118-297
Close 119-315 120-172 0-177 0.5% 119-292
Range 0-078 0-195 0-117 150.0% 1-063
ATR 0-147 0-151 0-003 2.3% 0-000
Volume 270,270 467,952 197,682 73.1% 2,054,452
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 122-059 121-310 120-279
R3 121-184 121-115 120-226
R2 120-309 120-309 120-208
R1 120-240 120-240 120-190 120-274
PP 120-114 120-114 120-114 120-131
S1 120-045 120-045 120-154 120-080
S2 119-239 119-239 120-136
S3 119-044 119-170 120-118
S4 118-169 118-295 120-065
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 123-079 122-248 120-183
R3 122-016 121-185 120-077
R2 120-273 120-273 120-042
R1 120-122 120-122 120-007 120-198
PP 119-210 119-210 119-210 119-247
S1 119-059 119-059 119-257 119-134
S2 118-147 118-147 119-222
S3 117-084 117-316 119-187
S4 116-021 116-253 119-081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-182 119-175 1-007 0.8% 0-138 0.4% 97% True False 404,398
10 120-182 118-297 1-205 1.4% 0-159 0.4% 98% True False 408,536
20 120-182 118-297 1-205 1.4% 0-170 0.4% 98% True False 385,109
40 120-182 117-240 2-262 2.3% 0-133 0.3% 99% True False 198,237
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-051
2.618 122-053
1.618 121-178
1.000 121-057
0.618 120-303
HIGH 120-182
0.618 120-108
0.500 120-084
0.382 120-061
LOW 119-307
0.618 119-186
1.000 119-112
1.618 118-311
2.618 118-116
4.250 117-118
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 120-143 120-121
PP 120-114 120-070
S1 120-084 120-018

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These figures are updated between 7pm and 10pm EST after a trading day.

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